E-mini S&P 500 Future September 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 4,210.75 4,219.25 8.50 0.2% 4,149.75
High 4,260.50 4,282.75 22.25 0.5% 4,282.75
Low 4,202.75 4,208.25 5.50 0.1% 4,113.00
Close 4,209.75 4,281.00 71.25 1.7% 4,281.00
Range 57.75 74.50 16.75 29.0% 169.75
ATR 74.86 74.83 -0.03 0.0% 0.00
Volume 1,598,130 1,300,170 -297,960 -18.6% 7,342,774
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,480.75 4,455.50 4,322.00
R3 4,406.25 4,381.00 4,301.50
R2 4,331.75 4,331.75 4,294.75
R1 4,306.50 4,306.50 4,287.75 4,319.00
PP 4,257.25 4,257.25 4,257.25 4,263.75
S1 4,232.00 4,232.00 4,274.25 4,244.50
S2 4,182.75 4,182.75 4,267.25
S3 4,108.25 4,157.50 4,260.50
S4 4,033.75 4,083.00 4,240.00
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 4,734.75 4,677.75 4,374.25
R3 4,565.00 4,508.00 4,327.75
R2 4,395.25 4,395.25 4,312.00
R1 4,338.25 4,338.25 4,296.50 4,366.75
PP 4,225.50 4,225.50 4,225.50 4,240.00
S1 4,168.50 4,168.50 4,265.50 4,197.00
S2 4,055.75 4,055.75 4,250.00
S3 3,886.00 3,998.75 4,234.25
S4 3,716.25 3,829.00 4,187.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,282.75 4,113.00 169.75 4.0% 66.50 1.6% 99% True False 1,468,554
10 4,282.75 4,080.50 202.25 4.7% 63.00 1.5% 99% True False 1,567,601
20 4,282.75 3,820.25 462.50 10.8% 70.75 1.7% 100% True False 1,638,819
40 4,282.75 3,639.00 643.75 15.0% 81.25 1.9% 100% True False 1,706,326
60 4,282.75 3,639.00 643.75 15.0% 89.75 2.1% 100% True False 1,317,884
80 4,513.25 3,639.00 874.25 20.4% 96.50 2.3% 73% False False 989,360
100 4,634.00 3,639.00 995.00 23.2% 91.00 2.1% 65% False False 791,884
120 4,634.00 3,639.00 995.00 23.2% 95.50 2.2% 65% False False 660,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,599.50
2.618 4,477.75
1.618 4,403.25
1.000 4,357.25
0.618 4,328.75
HIGH 4,282.75
0.618 4,254.25
0.500 4,245.50
0.382 4,236.75
LOW 4,208.25
0.618 4,162.25
1.000 4,133.75
1.618 4,087.75
2.618 4,013.25
4.250 3,891.50
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 4,269.25 4,253.50
PP 4,257.25 4,225.75
S1 4,245.50 4,198.25

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These figures are updated between 7pm and 10pm EST after a trading day.

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